Risk vs. profit potential:
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Cites work
- scientific article; zbMATH DE number 4078444 (Why is no real title available?)
- scientific article; zbMATH DE number 482632 (Why is no real title available?)
- scientific article; zbMATH DE number 796441 (Why is no real title available?)
- scientific article; zbMATH DE number 972637 (Why is no real title available?)
- On Stefan’s Problem and Optimal Stopping Rules for Markov Processes
- Optimal principal agent contracts for a class of incentive schemes: A characterization and the rate of approach to efficiency
- Profit Maximization and the Market Selection Hypothesis
- Some solvable stochastic control problemst†
- The Russian option: Reduced regret
- The pricing of options and corporate liabilities
Cited in
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- The optimal dividend payout model with terminal values and its application
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- Optimal control of the insurance company with proportional reinsurance policy under solvency constraints
- MANAGING CORPORATE LIQUIDITY: STRATEGIES AND PRICING IMPLICATIONS
- Classical and impulse stochastic control on the optimization of dividends with residual capital at bankruptcy
- Optimal harvesting when the exchange rate is a semimartingale
- Optimal dividend-financing strategies in a dual risk model with time-inconsistent preferences
- New venture creation: a drift-variance diffusion control model
- Equilibrium equity price with optimal dividend policy
- OPTIMAL DIVIDEND POLICY WITH MEAN-REVERTING CASH RESERVOIR
- On optimality of the barrier strategy in de Finetti's dividend problem for spectrally negative Lévy processes
- Optimal dividend and issuance of equity policies in the presence of proportional costs
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- Dividend maximization in a hidden Markov switching model
- Optimal dividend policy and growth option
- Optimal Ratcheting of Dividends in a Brownian Risk Model
- CLASSICAL AND IMPULSE STOCHASTIC CONTROL FOR THE OPTIMIZATION OF THE DIVIDEND AND RISK POLICIES OF AN INSURANCE FIRM
- Profit maximization with bankruptcy and variable scale
- Survival versus profit maximization in a dynamic stochastic experiment
- Interplay between dividend rate and business constraints for a financial corporation
- The Maximality Principle in Singular Control with Absorption and Its Applications to the Dividend Problem
- Optimal dividend payment strategies with debt constraint in a hybrid regime-switching jump-diffusion model
- Optimal dividend policy when cash surplus follows the telegraph process
- Optimal dividend payout under compound Poisson income
- Dividends and leverage: how to optimally exploit a non-renewable investment
- Excess capital, operational disaster risk, and capital requirements for banks
- Liquidity management with decreasing returns to scale and secured credit line
- Strategies for dividend distribution: a review
- Optimal harvesting strategies for stochastic competitive Lotka-Volterra ecosystems
- Market frictions and corporate finance: an overview paper
- On singular control of reflected diffusions
- Fiscal stimulus as an optimal control problem
- Optimal control of investment, premium and deductible for a non-life insurance company
- Corporate portfolio management
- Optimality of Threshold Strategies for Spectrally Negative Lévy Processes and a Positive Terminal Value at Creeping Ruin
- Bayesian dividend optimization and finite time ruin probabilities
- Stochastic optimal control on dividend policies with bankruptcy
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- A new venture's optimal entry time
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- Learning about profitability and dynamic cash management
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- Hiring and firing optimally in a large corporation
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- Optimal dividends under a drawdown constraint and a curious square-root rule
- A constrained non-linear regular-singular stochastic control problem, with applications.
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- Exit options and dividend policy under liquidity constraints
- Optimal dividend strategies for two collaborating insurance companies
- Harvesting of a stochastic population under a mixed regular-singular control formulation
- Impulse stochastic control for the optimization of the dividend payments of the compound Poisson risk model perturbed by diffusion
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